Certain charts not accessing recorded tick data

[ksaunders71]

I have switched off, "Get data from Server" in the data tab and have been capturing tick data for a few days.
(I want to build my own data history)

This has been taking place on a remote server which has 100% uptime so I don't expect many gaps in the tick data.

I am capturing 29 futures markets and after several days of recording, I can open most of the charts
(with the session template set to 24/7) and see the captured data.

This does not work however for the following markets
HE (lean Hogs), KC (coffee), LE (live cattle), GC (gold), ZM (Soymeal), ZL (Soyoil), NG (natGas) and SB(sugar).

In these cases,

1. the chart does not display any of the captured tick data
2. once the next real-time tick occurs, the chart updates to display that price.

I have verified that almost 3 days of data has been captured in all of these markets
- via the historical data manager.

I have attached 2 examples of what happens
(charts are set to 24/7 in the session manager)...

Example 1 - Gold
GC.jpg (verified 3 days of tick data in the historical data manager)
GC after ticks.jpg (chart updates after real-time ticks come in)

Example 2 - Lean Hogs (HE)
HE.jpg
(this chart had some previous historical data and more data now exists since I have been capturing the tick data now for 3 days - it is this new captured data that is not displayed)
HE after tick.jpg (Chart updates to include the latest tick creating a huge red bar - none of the interim-captured tick data is displayed)

Some info about my set-up

• Connected to Interactive Brokers - papertrader
• Receiving data in the control centre, strategies tab and the market analyser.
• Can you re-produce this behaviour? Yes - see above
• What happens when you close your chart and open a New Chart under File > New > Chart? Same problem occurs
• Have you installed any 3rd Party NinjaTrader indicators/strategies?
  If yes, please specify which ones and of which version (if possible).
  Custom strategies are installed but prior testing on a Kinetick feed, show that the strategies are not interferring with the data capture in any way.

[NinjaTrader_Jason]

Hello ksaunders71,

The GC 12-12 expiry uses a rollover date of 9/28/2012 in NinjaTrader, which is incorrect. This means that a GC 12-12 chart currently will load all historical data from the 08-12 expiry and combines it with real-time data from the 12-12 expiry. There is no GC 08-12 historical data for the last few days, so it will not load any historical data.

Please go to Control Center-->Tools-->Instrument Manager, highlight the GC and click Edit. Select the Misc-tab and scroll to the bottom. Click the 'Contract Months' row and the click the '...' button. Select the 12-12 expiry and change the rollover date to 7/30/2012. Click OK.

Remove and re-add the GC 12-12 to your instrument list now that it uses different settings. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Create a new GC 12-12 chart and check if data is loaded as expected.

The HE 12-12 uses a roll over date of 10/12/2012. So all historical data is loaded from the 10-12 expiry. You can change the roll over date to a date before you captured HE 12-12 data. That way the captured data should be loaded in the chart. You could also set 'Merge policy' to DoNotMerge for the HE.

Please check the rollover date for the other instruments as well and check if they clarify the issue.

[ksaunders71]

I suspected the roll date issue.

This fixed the problem for GC, ZL and ZM, all of which had incorrect roll dates. I can access captured data now on fresh charts.

HE, KC, LE, NG all had the correct roll dates PRIOR to the issue but since I have been recording data with these charts open, I can get a new fresh chart to access this data. Seems these contracts require a chart to be open capturing data, for new charts, requested later, to see the captured data.

SB is the special case. It did not have a roll date specified for the current contract - 03-13. I created on and ensured the correct roll date from the ICE website was entered - 9/28/12.

The problem persists with SB, even though I have a second, older chart, with the same contract loaded, with data that I have been capturing since yesterday. New charts on SB 03-13 cannot access this data for some reason.

Any ideas?